Standard cursor image:
setCursor(Cursor.getDefaultCursor());
User defined Image:
Toolkit toolkit = Toolkit.getDefaultToolkit();
Image image = toolkit.getImage("icons/handwriting.gif");
Cursor c = toolkit.createCustomCursor(image , new Point(mainPane.getX(),
mainPane.getY()), "img");
mainPane.setCursor (c);
You can download a zip containing sample source: HERE